Differences between Sun JVM and Microsoft JVM.

I have a very simple applet that I am trying to make compatible with both Microsoft’s JVM and Suns JVM in Internet Explorer.
However, when I turn on the Sun JVM it works occasionally, but frustratingly on most occasions I get the following error messages:

In the status bar: "Applet <name> notinited"

And when I investigate further in the console I get the following output:

After some more investigation... I have finally found the problem... I think!!!

Suns JVM took my browsers default connection settings:

HTTP IP PORT
SECURE IP PORT
FTP IP PORT
GOPHER IP PORT
SOCKS IP PORT

All of these are set in my browser.

It seems that Suns JVM orders the way it connects to the Internet.
Basically the JVM was trying to access the Internet via the SOCKS server settings and not the HTTP.
To fix the problem I un-ticked the "use browser settings" check box in the Java plugin proxies tab and just added the HTTP IP and PORT of our proxy server that goes out onto the Internet.